function y=Theorem1(u,mu,sigma,a,alpha)
if a<=alpha && alpha<=u
y=1-(u/a)^(1-2*mu/sigma^2);
elseif u<alpha
y=1-(alpha/a)^(1-2*mu/sigma^2)*(1-(u/a)^(1-2*mu/sigma^2))/(1-(alpha/a)^(1-2*mu/sigma^2));
% y=(1-(u/a)^(1-2*mu/sigma^2))*(1/(1-(alpha/a)^(1-2*mu/sigma^2))-1);
% y=-2*mu/(sigma^2);
end

